NexusFi: Find Your Edge


Home Menu

 





Institutional Buyers on EUREX


Discussion in Traders Hideout

Updated
      Top Posters
    1. looks_one warcious with 9 posts (2 thanks)
    2. looks_two GFIs1 with 6 posts (5 thanks)
    3. looks_3 tr8er with 6 posts (6 thanks)
    4. looks_4 ratfink with 2 posts (1 thanks)
      Best Posters
    1. looks_one tr8er with 1 thanks per post
    2. looks_two GFIs1 with 0.8 thanks per post
    3. looks_3 ratfink with 0.5 thanks per post
    4. looks_4 warcious with 0.2 thanks per post
    1. trending_up 10,669 views
    2. thumb_up 14 thanks given
    3. group 4 followers
    1. forum 23 posts
    2. attach_file 0 attachments




 
Search this Thread

Institutional Buyers on EUREX

  #11 (permalink)
 tr8er 
Europe
Legendary Market Wizard
 
Experience: Advanced
Platform: TradeNavigator, BookMap
Trading: ES, CL, 6E, 6B
Posts: 704 since Jan 2017
Thanks Given: 220
Thanks Received: 709

Yes, but only for the European Products: FGBL, FESX, FDAX, FDXM

I never watchted the Asian Products like Kospi

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Better Renko Gaps
The Elite Circle
Trade idea based off three indicators.
Traders Hideout
REcommedations for programming help
Sierra Chart
MC PL editor upgrade
MultiCharts
Increase in trading performance by 75%
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
30 thanks
Spoo-nalysis ES e-mini futures S&P 500
28 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
20 thanks
GFIs1 1 DAX trade per day journal
16 thanks
  #12 (permalink)
 GFIs1 
who cares
Legendary Market Wizard
 
Experience: None
Platform: nobody interested
Broker: none
Trading: forget about it
Posts: 6,933 since Feb 2012
Thanks Given: 6,196
Thanks Received: 15,587


warcious View Post
Gentlemen,

Thank you for your replies so far!

I understand that FDAX has its RTH trading hours from 07:50am to 10:00pm CET, but is it really during all this RTH that the institutional buyers are buying with the highest volume, or should I look at a different time intervall for a more real RTH trading range?

The volumes of the DAX* during cash hours are mostly strong during opening until 13:30 CET. When US opens at 14:30 CET
some shaky moments with higher volumes are possible but not sure and not often: see known News from the calendar.
In fact - the best market volumes are at Initial Balance (30min) from 9:00 to 9:30 and then maybe a change of
direction around 10:30.
Just some points out of experience.

GFIs1

* means of course the Dax Future(s) as well

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #13 (permalink)
 warcious 
Brisbane + Australia
 
Experience: Advanced
Platform: NinjaTrader
Broker: CQG, NinjaTrader Brokerage
Trading: NQ, FDAX
Posts: 104 since Oct 2016
Thanks Given: 35
Thanks Received: 21



GFIs1 View Post
The volumes of the DAX* during cash hours are mostly strong during opening until 13:30 CET. When US opens at 14:30 CET
some shaky moments with higher volumes are possible but not sure and not often: see known News from the calendar.
In fact - the best market volumes are at Initial Balance (30min) from 9:00 to 9:30 and then maybe a change of
direction around 10:30.
Just some points out of experience.

GFIs1

* means of course the Dax Future(s) as well

Thank you for your reply!
Would the best cash market conditions apply for all Eurex Futures?
FGBL, FESX, FMK2, FDAX, FDXM, FXXP?
How would you rank these in terms of Institutional favourite instruments?

Started this thread Reply With Quote
  #14 (permalink)
 tr8er 
Europe
Legendary Market Wizard
 
Experience: Advanced
Platform: TradeNavigator, BookMap
Trading: ES, CL, 6E, 6B
Posts: 704 since Jan 2017
Thanks Given: 220
Thanks Received: 709

Of course only for the European products.

Institutions trade most the German Bund (as I already wrote)

Reply With Quote
Thanked by:
  #15 (permalink)
 GFIs1 
who cares
Legendary Market Wizard
 
Experience: None
Platform: nobody interested
Broker: none
Trading: forget about it
Posts: 6,933 since Feb 2012
Thanks Given: 6,196
Thanks Received: 15,587


warcious View Post
Thank you for your reply!
Would the best cash market conditions apply for all Eurex Futures?
FGBL, FESX, FMK2, FDAX, FDXM, FXXP?
How would you rank these in terms of Institutional favourite instruments?

Hi warcious

I am only trading the Dax future (normally) - so I can not give you a list of importance of instruments.
But more important: I am a market participant with a buy or a sell order. There are many different
traders - private to market makers, hedgers, institutional, banks etc.
I do NOT know who is the buyer of my selling position and vice versa.
Therefore no indications possible.

GFIs1

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #16 (permalink)
 warcious 
Brisbane + Australia
 
Experience: Advanced
Platform: NinjaTrader
Broker: CQG, NinjaTrader Brokerage
Trading: NQ, FDAX
Posts: 104 since Oct 2016
Thanks Given: 35
Thanks Received: 21


GFIs1 View Post
The volumes of the DAX* during cash hours are mostly strong during opening until 13:30 CET. When US opens at 14:30 CET
some shaky moments with higher volumes are possible but not sure and not often: see known News from the calendar.
In fact - the best market volumes are at Initial Balance (30min) from 9:00 to 9:30 and then maybe a change of
direction around 10:30.
Just some points out of experience.

GFIs1

* means of course the Dax Future(s) as well

Thank you GFs1 for this post.
Is the volume for FDXM, FBTP, FGBL, FESX, FMK2 and FSTX similar to DAX during cash hours, and strong when you mentioned 09.00-09.30am until 13.30 CET ?

I will be trading from Australia, so 9.00am CET is 5pm my local time.

Started this thread Reply With Quote
  #17 (permalink)
 tr8er 
Europe
Legendary Market Wizard
 
Experience: Advanced
Platform: TradeNavigator, BookMap
Trading: ES, CL, 6E, 6B
Posts: 704 since Jan 2017
Thanks Given: 220
Thanks Received: 709

If you want to compare the volume with the FDAX:

the mini-FDAX = 1/4 or less the FDAX volume
FGBL and FESX: at least 10 times the FDAX volume

Reply With Quote
Thanked by:
  #18 (permalink)
 
ratfink's Avatar
 ratfink 
Birmingham UK
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: TST/Rithmic
Trading: YM/Gold
Posts: 3,633 since Dec 2012
Thanks Given: 17,423
Thanks Received: 8,425


tr8er View Post
If you want to compare the volume with the FDAX:

the mini-FDAX = 1/4 or less the FDAX volume
FGBL and FESX: at least 10 times the FDAX volume

Gets more interesting when you factor in the rough notional cash values as well though..

FDAX 25/1 @ 12.5k = 312.5k
FDXM 5/1 @ 12.5k = 62.5k
FESX 10/1 @ 3.5k = 35k
FGBL 1000/1 @ 162 = 162k

So then adding in your volume relationships, FDXM is only 1/20 of FDAX and FESX which are both roughly the same, and FGBL is the real monster elephant in the room.

I don't smoke, but I like the backs of fag packets.

Cheers

Travel Well
Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #19 (permalink)
 GFIs1 
who cares
Legendary Market Wizard
 
Experience: None
Platform: nobody interested
Broker: none
Trading: forget about it
Posts: 6,933 since Feb 2012
Thanks Given: 6,196
Thanks Received: 15,587


warcious View Post
Thank you GFs1 for this post.
Is the volume for FDXM, FBTP, FGBL, FESX, FMK2 and FSTX similar to DAX during cash hours, and strong when you mentioned 09.00-09.30am until 13.30 CET ?

I will be trading from Australia, so 9.00am CET is 5pm my local time.

Hi @warcious
Yes - 9:00 to 13:30 - or when US numbers are in the game: 14:30 are the best and most low risk times...
The Japanese etc. are no longer in the game and US is not open then.
But in fact - during Initial Balance (IB) 9:00 to 9:30 I am NOT in the game - as prices must be juggled
from overnight influences of different markets.
Hope this helps!

GFIs1

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #20 (permalink)
 GFIs1 
who cares
Legendary Market Wizard
 
Experience: None
Platform: nobody interested
Broker: none
Trading: forget about it
Posts: 6,933 since Feb 2012
Thanks Given: 6,196
Thanks Received: 15,587


If you need the real margins of a broker - then visit the page of Interactive Brokers
to see your preferred instrument(s): just search on the page...

https://www.interactivebrokers.com/en/index.php?f=marginnew&p=fut

GFIs1

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote




Last Updated on June 30, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts